+246.5%
GM vs MAS
+871.2%
-624.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.3% |
| 30D | -1.4% | -5.6% | +4.2% | +1.4% |
| 3M | +5.9% | +4.4% | +1.5% | +2.4% |
| 6M | +12.4% | +7.2% | +5.2% | +6.7% |
| YTD | +8.6% | +16.1% | -7.5% | -1.7% |
| 1Y | +52.6% | +0.1% | +52.5% | +48.6% |
| 3Y | +169.7% | +28.3% | +141.3% | +126.0% |
| 5Y | +87.5% | +30.5% | +57.1% | +54.2% |
| 10Y | +233.0% | +139.1% | +93.8% | +101.3% |
| All | +246.5% | +871.2% | -624.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling